Where can I find a times series of the London Interbank Offered Rate - LIBOR?

Last Updated: 02 Jan 2020 Views: 62 (After reading, tell us below if this answer was helpful)

Where can I find a times series of the London Interbank Offered Rate - LIBOR?

In Bloomberg, use the ‘LIBOR’ function. Type ‘LIBOR’ then your currency (for example, ‘LIBOR USD’) then press Enter.

In Datastream, when choosing the ‘Data Category’, select ‘Interest Rates’. Type in the search box ‘UK interbank’ for UK GBP LIBOR’, or ‘japan interbank’ for Japanese Yen LIBOR. The datatype is ‘Offered Rate (IO)’, the source is ‘British Bankers’ Assoc.’. Note: the word ‘LIBOR’ does not appear in the name of the series.

Consider the following websites:

For U.S. historical interest rates, use the Board of Governors of the Federal Reserve H.15 Release.
In IMF eLibrary, select ‘IMF Data’. Under ‘Data by Indicator’, navigate to ‘Interest Rates’ to add specific interest rates to your query. Results can be further limited by country/region and by date.

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Last Updated: 02 Jan 2020 Views: 62 (After reading, tell us below if this answer was helpful)

Where can I find a times series of the London Interbank Offered Rate - LIBOR?